Evangelist

eBay purchases will of course depend mostly on the reputation of the seller. You can get screwed over on eBay and have little or no recourse, whereas if you get screwed over by Apple or AT&T, there are lines of communication you can take to get your issue resolved. If you are currently out of contract, your prices on the new 3G or 3GS are the lowest they can get for new phones. There should be no reason to have to go through eBay or craigslist.

Evangelist

The only way to buy it new without a plan is full price, $400 more, and then you still wouldn't be able to use it on AT&T without the data plan. The moment the SIM goes in, it shows up in the servers that you are using an iPhone, and depending on their mood, the alignment of the planets, etc, AT&T may either charge pay-per-use data, forcibly add on a $30 data plan, or disable the account for TOS voilation.

The only way to buy it new without a plan is full price, $400 more, and then you still wouldn't be able to use it on AT&T without the data plan. The moment the SIM goes in, it shows up in the servers that you are using an iPhone, and depending on their mood, the alignment of the planets, etc, AT&T may either charge pay-per-use data, forcibly add on a $30 data plan, or disable the account for TOS voilation.